NYMEX Natural Gas Future January 2021
| Trading Metrics calculated at close of trading on 22-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.247 |
3.321 |
0.074 |
2.3% |
3.305 |
| High |
3.351 |
3.329 |
-0.022 |
-0.7% |
3.351 |
| Low |
3.247 |
3.225 |
-0.022 |
-0.7% |
3.156 |
| Close |
3.317 |
3.264 |
-0.053 |
-1.6% |
3.285 |
| Range |
0.104 |
0.104 |
0.000 |
0.0% |
0.195 |
| ATR |
0.081 |
0.083 |
0.002 |
2.0% |
0.000 |
| Volume |
44,544 |
35,300 |
-9,244 |
-20.8% |
174,145 |
|
| Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.585 |
3.528 |
3.321 |
|
| R3 |
3.481 |
3.424 |
3.293 |
|
| R2 |
3.377 |
3.377 |
3.283 |
|
| R1 |
3.320 |
3.320 |
3.274 |
3.297 |
| PP |
3.273 |
3.273 |
3.273 |
3.261 |
| S1 |
3.216 |
3.216 |
3.254 |
3.193 |
| S2 |
3.169 |
3.169 |
3.245 |
|
| S3 |
3.065 |
3.112 |
3.235 |
|
| S4 |
2.961 |
3.008 |
3.207 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.849 |
3.762 |
3.392 |
|
| R3 |
3.654 |
3.567 |
3.339 |
|
| R2 |
3.459 |
3.459 |
3.321 |
|
| R1 |
3.372 |
3.372 |
3.303 |
3.318 |
| PP |
3.264 |
3.264 |
3.264 |
3.237 |
| S1 |
3.177 |
3.177 |
3.267 |
3.123 |
| S2 |
3.069 |
3.069 |
3.249 |
|
| S3 |
2.874 |
2.982 |
3.231 |
|
| S4 |
2.679 |
2.787 |
3.178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.351 |
3.156 |
0.195 |
6.0% |
0.102 |
3.1% |
55% |
False |
False |
39,193 |
| 10 |
3.369 |
3.156 |
0.213 |
6.5% |
0.085 |
2.6% |
51% |
False |
False |
36,802 |
| 20 |
3.433 |
3.156 |
0.277 |
8.5% |
0.086 |
2.6% |
39% |
False |
False |
36,835 |
| 40 |
3.433 |
2.877 |
0.556 |
17.0% |
0.079 |
2.4% |
70% |
False |
False |
31,146 |
| 60 |
3.433 |
2.785 |
0.648 |
19.9% |
0.071 |
2.2% |
74% |
False |
False |
28,301 |
| 80 |
3.433 |
2.778 |
0.655 |
20.1% |
0.065 |
2.0% |
74% |
False |
False |
25,600 |
| 100 |
3.433 |
2.778 |
0.655 |
20.1% |
0.065 |
2.0% |
74% |
False |
False |
24,100 |
| 120 |
3.433 |
2.713 |
0.720 |
22.1% |
0.065 |
2.0% |
77% |
False |
False |
23,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.771 |
|
2.618 |
3.601 |
|
1.618 |
3.497 |
|
1.000 |
3.433 |
|
0.618 |
3.393 |
|
HIGH |
3.329 |
|
0.618 |
3.289 |
|
0.500 |
3.277 |
|
0.382 |
3.265 |
|
LOW |
3.225 |
|
0.618 |
3.161 |
|
1.000 |
3.121 |
|
1.618 |
3.057 |
|
2.618 |
2.953 |
|
4.250 |
2.783 |
|
|
| Fisher Pivots for day following 22-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.277 |
3.264 |
| PP |
3.273 |
3.263 |
| S1 |
3.268 |
3.263 |
|